Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47884.75 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46489.8 Kr¶

PnL: ---------------------------------------> -398.77 Kr¶

DD now: ---------------------------------> -1.532 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 09:27:37.106096'

Anic Portfolio¶

Today¶

Return: -0.059 %¶

This Week¶

Return: -0.059 %¶

Total¶

Return: 56.762 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.310000 3218.800000 247.800000 8.340000 2971.000006
HEBA B 70 0.890000 2779.000000 143.000000 5.420000 2636.000010
Boozt 12 0.710000 1698.000000 44.000000 2.660000 1653.999996
Corem Property Group B 59 0.960000 619.500000 42.500000 7.370000 576.999999
AcadeMedia 12 0.530000 596.400000 39.400000 7.070000 557.000004
SAAB B 8 -0.860000 3410.400000 33.400000 0.990000 3377.000000
MedCap 2 2.020000 454.000000 33.000000 7.840000 421.000000
Samhällsbyggnadsbo. i Norden B 20 1.580000 386.600000 31.600000 8.900000 355.000000
Resurs Holding 22 0.220000 602.360000 28.360000 4.940000 573.999998
OEM International B 7 1.790000 555.800000 27.800000 5.270000 527.999997
FM Mattsson Mora Group B 50 -0.840000 2950.000000 23.000000 0.790000 2927.000000
HMS Networks 2 1.230000 693.200000 20.200000 3.000000 673.000000
Intrum 4 1.490000 544.000000 17.000000 3.230000 527.000000
Eastnine 4 -0.470000 506.400000 15.400000 3.140000 491.000000
Coor Service Management Hold. 8 1.720000 544.400000 12.400000 2.330000 532.000000
Norva24 Group 16 -0.860000 555.200000 12.200000 2.250000 543.000000
CTEK 13 1.470000 537.810000 3.810000 0.710000 533.999999
Fastighetsbolag. Emilshus Pref 21 -0.370000 564.900000 2.900000 0.520000 562.000005
Karnov Group 9 -0.500000 538.200000 2.200000 0.410000 536.000004
Swedbank A 3 -0.240000 565.950000 1.950000 0.350000 564.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Sampo Oyj SDB 7 0.180000 3850.000000 0.000000 0.000000 3850.000000
Essity B 2 -0.760000 573.000000 -1.000000 -0.170000 574.000000
Creaspac SPAC 6 -0.310000 576.000000 -1.000000 -0.170000 577.000002
Handelsbanken A 5 0.090000 544.500000 -1.500000 -0.270000 546.000000
Samhällsbyggnadsbo. i Norden D 12 0.500000 242.160000 -3.840000 -1.560000 246.000000
Nordea Bank Abp 29 0.030000 3449.840000 -4.160000 -0.120000 3453.999992
Securitas B 6 0.230000 565.320000 -4.680000 -0.820000 570.000000
Midsona B 63 1.350000 567.630000 -15.370000 -2.640000 582.999984
International Petroleum Corp. 5 1.190000 554.500000 -40.070000 -6.740000 594.565215
Vivesto 1368 -2.850000 540.630000 -72.370000 -11.810000 612.999432
Axfood 13 0.250000 3669.900000 -86.100000 -2.290000 3756.000001
OX2 18 0.250000 1452.600000 -211.400000 -12.700000 1663.999992
Fasadgruppen Group 35 0.400000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 1.810000 2932.800000 -429.200000 -12.770000 3361.999992
TOTAL 46489.800000 -398.770000 -1.53227% 46888.564618

Updated:¶

'2023-01-23 09:27:49.437292'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶